In classical geometry there are only two tools you can use to form a proof. These tools are a straightedge and compass. So let us look at three ways to use a compass to make wheels. Aside from comics wheels should be round, so a compas is an ideal tool.
The first method I am going to use is a string compass. If you have a good metal compass in your drawing tools, and it is big enough, you can just use it. but what if you don't have one or it is not big enough? To build a string compass you need a thumbtack or nail or dowel for your centerpin, a string that is longer than the radius of the circle you are going to draw, and a pencil or other writing implement. you place the center pin in the center of your intended circle, tie a loop at one end of the string, measure where you want the pencil to be, tie another loop and insert the pencil. Then keeping the pencil straight and the string taught, draw a circle. You then cut it out.
But what if you want something better looking? You mentioned having a scroll saw. ( this also works with a bandsaw ) Place a piece of plywood on top of the deck of your scroll saw and secure it as a sacrificial deck. ( I recommend gluing paper on top for splinter control and to allow for easier sliding of your work. measure out from the blade (left side if you are right handed) the radius of the desired circle, and drill a hole into the sacrificial deck for a dowel. drill a matching hole into your work, and place the dowel through your work and into the sacrificial deck. Turn your work until you have cut out a circle. Fast, easy, repeatable, and better looking than doing it by hand.
Now for my favorite, for great looking circles with less work, a router compass. This is easiest to do with a plunge router, but can be done with any handheld router. remove the bottom plate from the router and replace it with a piece of plywood. You want to place the router at one end of your wood, with a hole for your centering dowel placed the appropriate distance from your blade. put a centering hole in your work, place the dowel, and use the router to cut your circle. Simple, Easy, Done.